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ASIL.L vs. AH50.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ASIL.L vs. AH50.L

Last updated Jun 4, 2026

ASIL.L (Lyxor China Enterprise (HSCEI) UCITS ETF) and AH50.L (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D) are both China Equities funds tracking the MSCI China NR USD, from Amundi and Xtrackers respectively. Both are passively managed. Over the past 10 years, ASIL.L returned 0.63%/yr vs 8.68%/yr for AH50.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

ASIL.L vs. AH50.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASIL.L is traded in GBp, while AH50.L is traded in USD. To make them comparable, the AH50.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASIL.L achieves a -6.20% return, which is significantly lower than AH50.L's 13.17% return. Over the past 10 years, ASIL.L has underperformed AH50.L with an annualized return of 0.63%, while AH50.L has yielded a comparatively higher 8.68% annualized return.

ASIL.L

1D
-2.60%
1M
-0.06%
YTD
-6.20%
6M
-8.10%
1Y
8.93%
3Y*
6.75%
5Y*
-5.81%
10Y*
0.63%

AH50.L

1D
0.06%
1M
3.22%
YTD
13.17%
6M
17.77%
1Y
36.75%
3Y*
12.61%
5Y*
1.34%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASIL.L vs. AH50.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF		-6.20%27.56%14.40%-17.94%-16.69%-22.70%-4.32%9.43%-6.32%15.81%
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D		13.17%17.73%19.83%-17.39%-11.62%-5.13%24.28%29.19%-16.69%22.45%

Correlation

The correlation between ASIL.L and AH50.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2016

0.78

Over the past year, the correlation between ASIL.L and AH50.L has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

ASIL.L vs. AH50.L - Sectors Allocation Comparison

Sectors
ASIL.L
AH50.L

Consumer Cyclical

29.8%
7.5%

Communication Services

21.2%
1.8%

Financial Services

19.0%
11.4%

Technology

11.7%
27.6%

Healthcare

5.9%
6.1%

Industrials

4.4%
20.4%

Basic Materials

3.1%
14.3%

Consumer Defensive

2.8%
5.3%

Real Estate

1.5%
0.7%

Utilities

0.6%
2.4%

Energy

-

2.6%

Consumer Cyclical

ASIL.L
29.8%
AH50.L
7.5%

Communication Services

ASIL.L
21.2%
AH50.L
1.8%

Financial Services

ASIL.L
19.0%
AH50.L
11.4%

Technology

ASIL.L
11.7%
AH50.L
27.6%

Healthcare

ASIL.L
5.9%
AH50.L
6.1%

Industrials

ASIL.L
4.4%
AH50.L
20.4%

Basic Materials

ASIL.L
3.1%
AH50.L
14.3%

Consumer Defensive

ASIL.L
2.8%
AH50.L
5.3%

Real Estate

ASIL.L
1.5%
AH50.L
0.7%

Utilities

ASIL.L
0.6%
AH50.L
2.4%

Energy

ASIL.L

-

AH50.L
2.6%

Compare stocks, funds, or ETFs

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Lyxor China Enterprise (HSCEI) UCITS ETF

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D

Often compared with ASIL.L:
ASIL.L vs. ^HSIASIL.L vs. FXC.LASIL.L vs. ASHRASIL.L vs. AAXJASIL.L vs. VOOASIL.L vs. MOATASIL.L vs. ACWI
Often compared with AH50.L:
AH50.L vs. CA3S.LAH50.L vs. CM5S.LAH50.L vs. HMCT.LAH50.L vs. CHIN.LAH50.L vs. XCX6.LAH50.L vs. JRCE.LAH50.L vs. IASH.L

Return for Risk

ASIL.L vs. AH50.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASIL.L
ASIL.L Risk / Return Rank: 1515
Overall Rank
ASIL.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ASIL.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ASIL.L Omega Ratio Rank: 1515
Omega Ratio Rank
ASIL.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ASIL.L Martin Ratio Rank: 1313
Martin Ratio Rank
AH50.L
AH50.L Risk / Return Rank: 6565
Overall Rank
AH50.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AH50.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
AH50.L Omega Ratio Rank: 5858
Omega Ratio Rank
AH50.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
AH50.L Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASIL.L vs. AH50.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

ASIL.LAH50.LDifference
Sharpe ratioReturn per unit of total volatility
0.45
2.07

-1.62

Sortino ratioReturn per unit of downside risk
0.80
2.72

-1.92

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

0.50

4.71

-4.21

Martin ratioReturn relative to average drawdown

0.99

14.33

-13.34

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASIL.L vs. AH50.L - Sharpe Ratio Comparison

The current ASIL.L Sharpe Ratio is 0.45, which is lower than the AH50.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ASIL.L and AH50.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ASIL.LAH50.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.07

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.06

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.37

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.37

-0.36

Drawdowns

ASIL.L vs. AH50.L - Drawdown Comparison

The maximum ASIL.L drawdown since its inception was -59.17%, which is greater than AH50.L's maximum drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for ASIL.L and AH50.L.

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Drawdown Indicators

ASIL.LAH50.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.17%

-45.94%

-13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.73%

-7.76%

-9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-23.87%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-53.45%

-38.86%

-14.59%

Max Drawdown (10Y)

Largest decline over 10 years

-59.17%

-45.94%

-13.23%

Current Drawdown

Current decline from peak

-36.74%

-5.50%

-31.24%

Average Drawdown

Average peak-to-trough decline

-24.72%

-17.42%

-7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.01%

2.56%

+6.45%

Volatility

ASIL.L vs. AH50.L - Volatility Comparison

Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) has a higher volatility of 8.03% compared to Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) at 6.01%. This indicates that ASIL.L's price experiences larger fluctuations and is considered to be riskier than AH50.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASIL.LAH50.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

6.01%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

12.82%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

17.75%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

23.40%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.11%

23.17%

+1.94%

ASIL.L vs. AH50.L - Expense Ratio Comparison

Both ASIL.L and AH50.L have an expense ratio of 0.65%.

Dividends

ASIL.L vs. AH50.L - Dividend Comparison

ASIL.L has not paid dividends to shareholders, while AH50.L's dividend yield for the trailing twelve months is around 2.07%.

PositionTTM202520242023202220212020
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D		2.07%2.79%2.37%2.72%3.00%1.78%1.57%
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ASIL.L and AH50.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ASIL.L and AH50.L have the same expense ratio: 0.65% per year.

Both ETFs track MSCI China NR USD. They also come from different issuers: Amundi and Xtrackers.

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